+1,877.8%
JBL vs CVE
+61.8%
+1,816.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.3% |
| 7D | -12.3% | -16.1% | +3.8% | -7.5% |
| 30D | -20.2% | -10.4% | -9.8% | -17.5% |
| 3M | -30.6% | -2.4% | -28.2% | -30.4% |
| 6M | -35.8% | -4.4% | -31.3% | -35.7% |
| YTD | +4.9% | +64.9% | -60.0% | -12.2% |
| 1Y | +11.3% | +66.0% | -54.7% | -7.3% |
| 3Y | +89.1% | +57.7% | +31.5% | +56.4% |
| 5Y | +272.1% | +144.7% | +127.3% | +153.5% |
| 10Y | +1,150.2% | +139.2% | +1,010.9% | +578.6% |
| All | +1,877.8% | +61.8% | +1,816.0% | +1,007.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling